The paper "Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters" by Prof. Dr. Christoph Hanck, Prof. Dr. Matei Demetrescu and Prof. Dr. Robinson Kruse was accepted for the...

The exam review in Recent Developments in Econometrics will take place on 02.03.2022 from 3pm to 4pm in R11 T04 C06 in compliance with the current concept of measures (esp. UDE-Boarding). For organizational reasons, prior...

Yannick Hoga was appointed Associate Editor of the journal "Statistics" at the invitation of the editor Matei Demetrescu (Kiel University).

The paper "On Testing Equal Conditional Predictive Ability Under Measurement Error" by Dr. Yannick Hoga and Dr. Timo Dimitriadis was accepted for the internationally peer-reviewed Journal of Business & Economic Statistics. The...

Dear Students, we would like to inform you that there has been a room change in the module "Recent Developments in Econometrics". The lectures will take place in S05 T00 B83 from Monday, 18.10.2021, whereas the tutorials...

The paper "Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players" by Prof. Dr. Christoph Hanck and Martin Arnold was accepted for the internationally peer-reviewed Journal AStA - Advances in Statistical...

The paper "A Comparison of Approaches to Select the Informativeness of Priors in BVARs" by Prof. Dr. Christoph Hanck and Dr. Jan Prüser was accepted for the internationally peer-reviewed Journal of Economics and Statistics. The...

The German Research Foundation (DFG) has approved Dr. Yannick Hoga's Heisenberg proposal on "Forecasting and Evaluating Measures of Systemic Risk" for five years. Yannick Hoga's project will focus on methodological developments...

The paper "Student's t mixture models for stock indices. A comparative study" by Dr. Till Massing and Dr. Arturo Ramos was accepted for the internationally peer-reviewed journal Physica A: Statistical Mechanics and its...

Dr. Yannick Hoga's authored paper, "Quantifying the data-dredging bias in structural break tests", was accepted for the internationally peer-reviewed journal Statistical Papers. The publication can be viewed here.

The paper "House prices and interest rates: Bayesian evidence from Germany" by Prof. Dr. Christoph Hanck and Dr. Jan Prüser was accepted for the internationally peer-reviewed journal Applied Economics. The publication can be...

The paper "When is the Best Time to Learn? - Evidence from an Introductory Statistics Course" by Prof. Dr. Christoph Hanck, Dr. Till Massing, Natalie Reckmann, Alexander Blasberg, Benjamin Otto and Prof. Dr. Michael Goedicke was...